DAX Index Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5,945.5 6,011.5 66.0 1.1% 6,003.0
High 6,010.0 6,016.5 6.5 0.1% 6,064.5
Low 5,931.0 5,955.0 24.0 0.4% 5,966.0
Close 5,970.5 5,990.0 19.5 0.3% 6,045.5
Range 79.0 61.5 -17.5 -22.2% 98.5
ATR 89.3 87.4 -2.0 -2.2% 0.0
Volume 108,014 125,657 17,643 16.3% 557,400
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,171.7 6,142.3 6,023.8
R3 6,110.2 6,080.8 6,006.9
R2 6,048.7 6,048.7 6,001.3
R1 6,019.3 6,019.3 5,995.6 6,003.3
PP 5,987.2 5,987.2 5,987.2 5,979.1
S1 5,957.8 5,957.8 5,984.4 5,941.8
S2 5,925.7 5,925.7 5,978.7
S3 5,864.2 5,896.3 5,973.1
S4 5,802.7 5,834.8 5,956.2
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,320.8 6,281.7 6,099.7
R3 6,222.3 6,183.2 6,072.6
R2 6,123.8 6,123.8 6,063.6
R1 6,084.7 6,084.7 6,054.5 6,104.3
PP 6,025.3 6,025.3 6,025.3 6,035.1
S1 5,986.2 5,986.2 6,036.5 6,005.8
S2 5,926.8 5,926.8 6,027.4
S3 5,828.3 5,887.7 6,018.4
S4 5,729.8 5,789.2 5,991.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,100.5 5,922.5 178.0 3.0% 86.3 1.4% 38% False False 131,178
10 6,100.5 5,922.5 178.0 3.0% 75.2 1.3% 38% False False 110,478
20 6,100.5 5,724.0 376.5 6.3% 72.0 1.2% 71% False False 85,522
40 6,100.5 5,519.0 581.5 9.7% 87.6 1.5% 81% False False 43,567
60 6,100.5 5,324.0 776.5 13.0% 96.4 1.6% 86% False False 29,266
80 6,100.5 5,324.0 776.5 13.0% 95.1 1.6% 86% False False 22,164
100 6,100.5 5,275.0 825.5 13.8% 93.5 1.6% 87% False False 18,096
120 6,100.5 5,166.5 934.0 15.6% 94.5 1.6% 88% False False 15,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,277.9
2.618 6,177.5
1.618 6,116.0
1.000 6,078.0
0.618 6,054.5
HIGH 6,016.5
0.618 5,993.0
0.500 5,985.8
0.382 5,978.5
LOW 5,955.0
0.618 5,917.0
1.000 5,893.5
1.618 5,855.5
2.618 5,794.0
4.250 5,693.6
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5,988.6 5,992.0
PP 5,987.2 5,991.3
S1 5,985.8 5,990.7

These figures are updated between 7pm and 10pm EST after a trading day.

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